Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48368.08 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46167.88 Kr¶

PnL: ---------------------------------------> -2054.37 Kr¶

DD now: ---------------------------------> -7.114 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:44:44.610569'

Anic Portfolio¶

This Week¶

Return: -0.147 %¶

Total¶

Return: 58.45 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.990000 839.700000 141.700000 20.300000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.390000 2751.710000 29.710000 1.090000 2721.999993
Nordisk Bergteknik B 130 -2.570000 4192.500000 28.500000 0.680000 4163.999970
Stillfront Group 38 -2.200000 709.840000 23.840000 3.480000 686.000016
MEKO 13 -1.300000 1574.300000 20.300000 1.310000 1554.000006
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -1.690000 495.000000 10.000000 2.060000 485.000000
SKF A 3 -3.180000 594.000000 1.000000 0.170000 593.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
SKF B 3 -3.680000 592.050000 -3.950000 -0.660000 596.000001
G5 Entertainment 3 -1.300000 567.300000 -4.700000 -0.820000 572.000001
ITAB Shop Concept 56 -1.130000 684.320000 -6.680000 -0.970000 691.000016
Embracer Group B 14 -4.320000 679.700000 -9.300000 -1.350000 689.000004
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ASSA ABLOY B 2 -1.570000 502.600000 -11.400000 -2.220000 514.000000
Husqvarna A 7 -2.770000 615.300000 -17.700000 -2.800000 632.999997
Loomis 6 -2.090000 2024.400000 -18.600000 -0.910000 2043.000000
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Fastighetsbolag. Emilshus Pref 21 -2.100000 537.600000 -24.400000 -4.340000 562.000005
Husqvarna B 7 -2.810000 615.440000 -24.560000 -3.840000 639.999997
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Avanza Bank Holding 2 -7.070000 476.000000 -35.000000 -6.850000 511.000000
Lagercrantz Group B 5 -2.250000 566.000000 -41.000000 -6.750000 607.000000
Swedbank A 3 -3.440000 576.600000 -41.400000 -6.700000 618.000000
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Collector Bank 29 -6.930000 1183.200000 -50.800000 -4.120000 1233.999996
Nordea Bank Abp 30 -3.750000 3711.000000 -52.000000 -1.380000 3762.999990
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Mips 1 -3.000000 469.100000 -59.900000 -11.320000 529.000000
AFRY 3 -2.700000 519.900000 -75.100000 -12.620000 594.999999
Viaplay Group B 4 -5.460000 948.000000 -89.000000 -8.580000 1037.000000
Fastighetsbolaget Emilshus B 23 10.260000 595.700000 -99.300000 -14.290000 694.999993
RVRC Holding 17 -3.590000 547.740000 -135.260000 -19.800000 683.000007
Beijer Alma B 9 -2.660000 1813.500000 -140.500000 -7.190000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 46200.200000 -2022.050000 -7.05236% 48222.250041

Updated:¶

'2023-03-13 12:43:48.876637'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶